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Found 9 papers, 0 papers with code
A cohort-based Partial Internal Model for demographic risk
We investigate the quantification of demographic risk in a framework consistent with the market-consistent valuation imposed by Solvency II.
Strategic energy flows in input-output relations: a temporal multilayer approach
We provide a numerical analysis based on the embodied energy flows among countries and sectors in the period from 1990 to 2016.
Clustering coefficients as measures of the complex interactions in a directed weighted multilayer network
In this paper, we provide novel definitions of clustering coefficient for weighted and directed multilayer networks.
The effect of the pandemic on complex socio-economic systems: community detection induced by communicability
Moreover, detected groups in the multiplex case benefit of a higher cohesion, leading to identifying on each layer a lower number of communities with respect to the ones obtained in the single-layer cases.
The multilayer architecture of the global input-output network and its properties
We analyze the multilayer architecture of the global input-output network using sectoral trade data (WIOD, 2016 release).
A bridge between Local GAAP and Solvency II frameworks to quantify Capital Requirement for demographic risk
The paper provides a stochastic model useful for assessing the capital requirement for demographic risk.
Assessing Systemic Risk in the Insurance Sector via Network Theory
We provide a framework for detecting relevant insurance companies in a systemic risk perspective.
Risk-dependent centrality in economic and financial networks
Node centrality is one of the most important and widely used concepts in the study of complex networks.
Smart network based portfolios
In this article we deal with the problem of portfolio allocation by enhancing network theory tools.
